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The random batch method provides an efficient algorithm for computing statistical properties of a canonical ensemble of interacting particles. In this work, we study the error estimates of the fully discrete random batch method, especially…

概率论 · 数学 2022-09-01 Xuda Ye , Zhennan Zhou

The time discretization of stochastic spectral fractional wave equation is studied by using the difference methods. Firstly, we exploit rectangle formula to get a low order time discretization, whose the strong convergence order is smaller…

数值分析 · 数学 2021-06-08 Xing Liu

The discretization of optimal transport problems often leads to large linear programs with sparse solutions. We derive error estimates for the approximation of the problem using convex combinations of Dirac measures and devise an active-set…

数值分析 · 数学 2017-10-16 Sören Bartels , Stephan Hertzog

A simple and reliable finite difference approach is presented for solution of the Dirac equation eigenproblem for states confined in rotationally symmetric systems. The method sets the boundary condition for the spinor wave function…

介观与纳米尺度物理 · 物理学 2019-05-08 B. Szafran , A. Mrenca-Kolasinska , D. Zebrowski

A fully discrete approximation of the linear stochastic wave equation driven by additive noise is presented. A standard finite element method is used for the spatial discretisation and a stochastic trigonometric scheme for the temporal…

数值分析 · 数学 2013-03-05 D. Cohen , S. Larsson , M. Sigg

The aim of this work is to derive a priori error estimates for finite element discretizations of control--constrained optimal control problems that involve the Stokes system and Dirac measures. The first problem entails the minimization of…

数值分析 · 数学 2020-04-29 Francisco Fuica , Enrique Otarola , Daniel Quero

We consider linear reaction-diffusion equations posed on unbounded domains, and discretized by adaptive Lagrange finite elements. To obtain finite-dimensional spaces, it is necessary to introduce a truncation boundary, whereby only a…

数值分析 · 数学 2025-11-13 Théophile Chaumont-Frelet , Gregor Gantner

In this paper, we consider Maxwell's equations in linear dispersive media described by a single-pole Lorentz model for electronic polarization. We study two classes of commonly used spatial discretizations: finite difference methods (FD)…

数值分析 · 数学 2019-06-26 Yan Jiang , Puttha Sakkaplangkul , Vrushali A. Bokil , Yingda Cheng , Fengyan Li

In 1986, Dixon and McKee developed a discrete fractional Gr\"{o}nwall inequality [Z. Angew. Math. Mech., 66 (1986), pp. 535--544], which can be seen as a generalization of the classical discrete Gr\"{o}nwall inequality. However, this…

数值分析 · 数学 2021-04-08 Hui Zhang , Fanhai Zeng , Xiaoyun Jiang , George Em Karniadakis

We design an energy-stable and asymptotic-preserving finite volume scheme for the compressible Euler system. Using the relative energy framework, we establish rigorous error estimates that yield convergence of the numerical solutions in two…

We consider an initial/boundary value problem for one-dimensional fractional-order parabolic equations with a space fractional derivative of Riemann-Liouville type and order $\alpha\in (1,2)$. We study a spatial semidiscrete scheme with the…

数值分析 · 数学 2013-10-02 Bangti Jin , Raytcho Lazarov , Joseph Pasciak , Zhi Zhou

In this work, a fully implicit numerical approach based on space-time finite element method is presented to solve the Dirac equation in 1 (space) + 1 (time), 2 + 1, and 3 + 1 dimensions. We utilize PETSc/Tao library to implement our linear…

计算物理 · 物理学 2021-04-08 Rylee Sundermann , Hyun Lim , Jace Waybright , Jung-Han Kimn

In this paper a finite difference/local discontinuous Galerkin method for the fractional diffusion-wave equation is presented and analyzed. We first propose a new finite difference method to approximate the time fractional derivatives, and…

数值分析 · 数学 2015-07-29 Leilei Wei

We construct a new finite difference method for the flow of ideal viscous isentropic gas in one spatial dimension. For the continuity equation, the method is a standard upwind discretization. For the momentum equation, the method is an…

数值分析 · 数学 2013-03-13 Trygve K. Karper

In this paper we provide optimal bounds for fully discrete approximations to finite horizon problems via dynamic programming. We adapt the error analysis in \cite{nos} for the infinite horizon case to the finite horizon case. We prove an a…

最优化与控制 · 数学 2026-02-19 Javier de Frutos , Julia Novo

In this paper we consider a parabolic optimal control problem with a Dirac type control with moving point source in two space dimensions. We discretize the problem with piecewise constant functions in time and continuous piecewise linear…

数值分析 · 数学 2018-08-17 Dmitriy Leykekhman , Boris Vexler

We develop a hybrid spatial discretization for the wave equation in second order form, based on high-order accurate finite difference methods and discontinuous Galerkin methods. The hybridization combines computational efficiency of finite…

数值分析 · 数学 2022-10-26 Siyang Wang , Gunilla Kreiss

The computation time required by standard finite difference methods with fixed timesteps for solving fractional diffusion equations is usually very large because the number of operations required to find the solution scales as the square of…

数值分析 · 数学 2024-06-28 Santos B. Yuste , Joaquin Quintana-Murillo

This paper discusses lowest-order nonstandard finite element methods for space discretization and explicit and implicit schemes for time discretization of the biharmonic wave equation with clamped boundary conditions. A modified Ritz…

数值分析 · 数学 2025-07-16 Neela Nataraj , Ricardo Ruiz-Baier , Aamir Yousuf

Monotone finite difference methods provide stable convergent discretizations of a class of degenerate elliptic and parabolic Partial Differential Equations (PDEs). These methods are best suited to regular rectangular grids, which leads to…

数值分析 · 数学 2015-11-19 Adam M. Oberman , Ian Zwiers